Tian Xie
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Affiliations
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Shanghai University of Finance and Economics
Research profile
author of:
- Unknown item RePEc:ags:quedwp:274619 (paper)
- L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis (RePEc:arx:papers:2010.09477)
by Zhentao Shi & Liangjun Su & Tian Xie - Social media sentiment, model uncertainty, and volatility forecasting (RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450)
by Lehrer, Steven & Xie, Tian & Zhang, Xinyu - Correcting sample selection bias with model averaging for consumer demand forecasting (RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871)
by Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu - Prediction model averaging estimator (RePEc:eee:ecolet:v:131:y:2015:i:c:p:5-8)
by Xie, Tian - Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics (RePEc:eee:ecolet:v:151:y:2017:i:c:p:119-122)
by Xie, Tian - Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies (RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694)
by Qiu, Yue & Wang, Yifan & Xie, Tian - Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty (RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201)
by Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu - Federal policy announcements and capital reallocation: Insights from inflow and outflow trends in the U.S (RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001377)
by Qiu, Yue & Xie, Tian & Xie, Wenjing & Zheng, Xiangzhong - Global factors and stock market integration (RePEc:eee:reveco:v:80:y:2022:i:c:p:526-551)
by Qiu, Yue & Ren, Yu & Xie, Tian - Forecast Bitcoin Volatility with Least Squares Model Averaging (RePEc:gam:jecnmx:v:7:y:2019:i:3:p:40-:d:267321)
by Tian Xie - The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success (RePEc:inm:ormnsc:v:68:y:2022:i:1:p:189-210)
by Steven F. Lehrer & Tian Xie - Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? (RePEc:nbr:nberwo:22959)
by Steven Lehrer & Tian Xie - The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success (RePEc:nbr:nberwo:24755)
by Steven F. Lehrer & Tian Xie - Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? (RePEc:nbr:nberwo:26505)
by Steven F. Lehrer & Tian Xie & Tao Zeng - Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?
[Regression Models with Mixed Sampling Frequencies] (RePEc:oup:jfinec:v:19:y:2021:i:5:p:910-933.)
by Steven Lehrer & Tian Xie & Tao Zeng - Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
[Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts] (RePEc:oup:jfinec:v:20:y:2022:i:1:p:160-186.)
by Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou - Least Squares Model Averaging By Prediction Criterion (RePEc:qed:wpaper:1299)
by Tian Xie - The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success (RePEc:qed:wpaper:1449)
by Steven Lehrer & Tian Xie - Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks (RePEc:ris:smuesw:2019_007)
by Qiu, Yue & Xie, Tian & Yu, Jun & Zhou, Qiankun - Forecast combinations in machine learning (RePEc:ris:smuesw:2020_013)
by Qiu, Yue & Xie, Tian & Yu, Jun - Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods (RePEc:ris:smuesw:2020_016)
by Xie, Tian & Yu, Jun & Zeng, Tao - Forecasting Singapore GDP using the SPF data (RePEc:ris:smuesw:2020_017)
by Xie, Tian & Yu, Jun - Machine learning versus econometrics: prediction of box office (RePEc:taf:apeclt:v:26:y:2019:i:2:p:124-130)
by Yan Liu & Tian Xie - Weighing asset pricing factors: a least squares model averaging approach (RePEc:taf:quantf:v:19:y:2019:i:10:p:1673-1687)
by Yue Qiu & Yu Ren & Tian Xie - Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? (RePEc:tpr:restat:v:99:y:2017:i:5:p:749-755)
by Steven Lehrer & Tian Xie